Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 80 386 CHF | 18 364 CHF | 99,37% | 99,37% |
19/11/2024 | 2,45% | 0,38 CHF | 0,39 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 90 913 CHF | 20 703 CHF | 99,37% | 99,37% |
18/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 99 831 CHF | 22 685 CHF | 99,22% | 99,22% |
15/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 102 780 CHF | 23 340 CHF | 99,37% | 99,37% |
14/11/2024 | 1,62% | 0,56 CHF | 0,57 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 138 657 CHF | 31 313 CHF | 99,37% | 99,37% |
13/11/2024 | 1,50% | 0,70 CHF | 0,71 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 149 375 CHF | 33 695 CHF | 98,32% | 98,32% |
12/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 180 333 CHF | 40 574 CHF | 99,37% | 99,37% |
11/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 181 482 CHF | 40 829 CHF | 99,37% | 99,37% |
08/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 167 222 CHF | 37 661 CHF | 99,37% | 99,37% |
07/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 167 026 CHF | 37 617 CHF | 99,30% | 99,30% |